Cohesion Theory of Halliday and Hasan has been widely applied in different parts of language teaching. As many cohesive devices are used in language, it's very necessary for language learners to understand and identify those devices. Now in China, a large number of college students have to take part in the CET-4 test every year. Thus, it is of great significance that some effective strategies can be applied in the test and help more students pass the test easily. Cohesion Theory and cohesive devices may be such strategies and they are important for the improvement of reading comprehension of CET-4. This article is aiming to use the CET-4 test papers in June 2019 as examples to illustrate that Cohesion Theory can be applied in reading comprehension of CET-4 with great effectiveness.